JHEQX vs. JHQDX

In the year-to-date period, JHEQX achieves a -1.48% return, which is significantly lower than JHQDX's 0.08% return.

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JHEQX has a 0.58% expense ratio, which is lower than JHQDX's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and JPMorgan Hedged Equity 2 Fund Class I (JHQDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current JHEQX Sharpe Ratio is 0.72, which is comparable to the JHQDX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of JHEQX and JHQDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JHEQX's dividend yield for the trailing twelve months is around 0.77%, more than JHQDX's 0.74% yield.

The maximum JHEQX drawdown since its inception was -18.85%, roughly equal to the maximum JHQDX drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for JHEQX and JHQDX. For additional features, visit the drawdowns tool.

JPMorgan Hedged Equity Fund Class I (JHEQX) has a higher volatility of 3.07% compared to JPMorgan Hedged Equity 2 Fund Class I (JHQDX) at 1.91%. This indicates that JHEQX's price experiences larger fluctuations and is considered to be riskier than JHQDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.